0.40Open0.30Pre Close1 Volume21 Open Interest17.50Strike Price40.00Turnover85.43%IV22.18%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2394Delta0.0987Gamma36.63Leverage Ratio-0.0216Theta0.0020Rho8.77Eff Leverage0.0114Vega